| |
| |
Assessment - Hang Seng Index - 4/22/24 - RS = 14
⇐
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
HSI |
17,651.200 |
Fri |
2.12 |
16,511.700 |
6.90 |
16,216.300 |
295.400 |
1.82 |
|
-6.38 |
| | |
|
|
|
L |
|
China Hongqiao |
11.060 |
Fri |
2.60 |
9.760 |
13.32 |
6.000 |
3.760 |
62.67 |
|
44.35 |
| | |
|
|
|
L |
|
Zijin Mining HK |
17.620 |
Fri |
3.28 |
16.860 |
4.51 |
12.280 |
4.580 |
37.30 |
|
35.06 |
| | |
|
|
|
L |
|
CNOOC |
19.680 |
Fri |
3.58 |
18.160 |
8.37 |
13.580 |
4.580 |
33.73 |
|
35.03 |
| | |
|
|
|
L |
|
Trip.com |
406.600 |
Fri |
3.04 |
380.200 |
6.94 |
294.800 |
85.400 |
28.97 |
|
31.16 |
| | |
|
|
|
L |
|
PetroChina |
7.540 |
Fri |
2.45 |
7.290 |
3.43 |
5.280 |
2.010 |
38.07 |
|
30.15 |
| | |
|
|
|
L |
|
Hansoh Pharma |
17.220 |
Fri |
2.50 |
16.040 |
7.36 |
13.300 |
2.740 |
20.60 |
|
25.86 |
| | |
|
|
|
L |
|
Xiaomi |
17.360 |
Fri |
4.58 |
15.820 |
9.73 |
14.200 |
1.620 |
11.41 |
|
24.39 |
| | |
|
|
|
L |
|
Techtronic Inds |
108.800 |
Fri |
2.16 |
102.800 |
5.84 |
86.300 |
16.500 |
19.12 |
|
23.75 |
| | |
|
|
|
L |
|
WH Group |
5.830 |
Fri |
0.52 |
5.480 |
6.39 |
5.070 |
0.410 |
8.09 |
|
22.01 |
| | |
|
|
|
L |
|
China Shenhua HK |
31.950 |
Fri |
-0.47 |
31.650 |
0.95 |
28.550 |
3.100 |
10.86 |
|
21.68 |
| | |
|
|
|
L |
|
China Res Power |
19.640 |
Fri |
-0.91 |
19.760 |
-0.61 |
16.220 |
3.540 |
21.82 |
|
20.71 |
| | |
|
|
|
L |
|
Bank of China |
3.460 |
Fri |
-0.86 |
3.400 |
1.76 |
2.930 |
0.470 |
16.04 |
|
15.73 |
| | |
|
|
|
L |
|
Haier Smart Home |
26.950 |
Fri |
1.89 |
26.200 |
2.86 |
22.050 |
4.150 |
18.82 |
|
11.98 |
| | |
|
|
|
L |
|
China Unicom |
6.120 |
Fri |
1.32 |
5.990 |
2.17 |
5.000 |
0.990 |
19.80 |
|
10.46 |
| | |
|
|
|
L |
|
China Mobile |
71.050 |
Fri |
0.35 |
69.750 |
1.86 |
65.750 |
4.000 |
6.08 |
|
7.05 |
| | |
|
|
|
L |
|
Bank of China (HK) |
23.700 |
Fri |
-0.21 |
23.000 |
3.04 |
19.040 |
3.960 |
20.80 |
|
6.30 |
| | |
|
|
|
L |
|
ICBC |
4.150 |
Fri |
-0.48 |
4.100 |
1.22 |
3.700 |
0.400 |
10.81 |
|
6.20 |
| | |
|
|
|
L |
|
Sinopec |
4.800 |
Fri |
0.63 |
4.620 |
3.90 |
3.950 |
0.670 |
16.96 |
|
5.82 |
| | |
|
|
|
L |
|
China Constr Bk HK |
4.970 |
Fri |
-0.40 |
4.900 |
1.43 |
4.530 |
0.370 |
8.17 |
|
5.52 |
| | |
|
|
|
|
|
HSBC |
64.950 |
Fri |
0.31 |
63.400 |
2.44 |
60.950 |
2.450 |
4.02 |
|
4.91 |
| | |
|
|
|
|
|
Power Assets |
45.100 |
Fri |
-0.77 |
44.050 |
2.38 |
45.500 |
-1.450 |
-3.19 |
|
4.84 |
| | |
|
|
|
|
|
CK Infrastructure |
44.800 |
Fri |
0.34 |
43.450 |
3.11 |
44.800 |
-1.350 |
-3.01 |
|
4.70 |
| | |
|
|
|
L |
|
ANTA Sports Products |
90.000 |
Fri |
1.12 |
85.600 |
5.14 |
74.100 |
11.500 |
15.52 |
|
4.41 |
| | |
|
|
|
L |
|
Tencent |
348.400 |
Fri |
2.65 |
320.400 |
8.74 |
289.400 |
31.000 |
10.71 |
|
3.08 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
China Merchants B HK |
34.200 |
Fri |
0.29 |
32.300 |
5.88 |
26.150 |
6.150 |
23.52 |
|
2.65 |
| | |
|
|
|
L |
|
Nongfu Spring |
44.850 |
Fri |
0.11 |
44.200 |
1.47 |
41.550 |
2.650 |
6.38 |
|
2.02 |
| | |
|
|
|
L |
|
Hang Seng Bank |
102.300 |
Fri |
0.69 |
97.000 |
5.46 |
85.750 |
11.250 |
13.12 |
|
1.30 |
| | |
|
|
|
|
|
CLP |
62.550 |
Fri |
-0.16 |
61.050 |
2.46 |
63.200 |
-2.150 |
-3.40 |
|
0.89 |
| | |
|
|
|
L |
|
Henderson Land |
23.750 |
Fri |
0.85 |
22.650 |
4.86 |
22.600 |
0.050 |
0.22 |
|
0.69 |
| | |
|
|
|
L |
|
Shenzhou Inter |
77.350 |
Fri |
1.91 |
73.250 |
5.60 |
75.950 |
-2.700 |
-3.55 |
|
-0.26 |
| | |
|
|
|
L |
|
Meituan |
115.600 |
Fri |
3.68 |
100.600 |
14.91 |
75.650 |
24.950 |
32.98 |
|
-2.05 |
| | |
|
|
|
L |
|
Geely Auto |
9.390 |
Fri |
2.07 |
8.840 |
6.22 |
8.030 |
0.810 |
10.09 |
|
-2.08 |
| | |
|
|
|
L |
|
Sinopharm |
21.550 |
Fri |
-0.92 |
21.000 |
2.62 |
20.250 |
0.750 |
3.70 |
|
-3.33 |
| | |
|
|
|
|
|
HK & China Gas |
5.980 |
Fri |
-0.66 |
5.730 |
4.36 |
5.930 |
-0.200 |
-3.37 |
|
-4.96 |
| | |
|
|
|
S |
|
Orient Overseas |
107.100 |
Fri |
1.32 |
104.700 |
2.29 |
115.400 |
-10.700 |
-9.27 |
|
-5.48 |
| | |
|
|
|
L |
|
Haidilao Inter |
17.980 |
Fri |
6.52 |
16.020 |
12.23 |
13.980 |
2.040 |
14.59 |
|
-5.66 |
| | |
|
|
|
L |
|
ENN Energy |
66.850 |
Fri |
1.60 |
63.900 |
4.62 |
58.200 |
5.700 |
9.79 |
|
-6.01 |
| | |
|
|
|
|
|
NetEase |
149.200 |
Fri |
1.77 |
146.400 |
1.91 |
141.400 |
5.000 |
3.54 |
|
-6.08 |
| | |
|
|
|
|
|
CSPC Pharmaceutical |
6.600 |
Fri |
1.23 |
6.000 |
10.00 |
6.350 |
-0.350 |
-5.51 |
|
-6.23 |
| | |
|
|
|
S |
|
Lenovo |
9.030 |
Fri |
2.38 |
8.120 |
11.21 |
10.520 |
-2.400 |
-22.81 |
|
-6.51 |
| | |
|
|
|
L |
|
Xinyi Solar |
5.300 |
Fri |
1.34 |
5.260 |
0.76 |
4.050 |
1.210 |
29.88 |
|
-7.34 |
| | |
|
|
|
S |
|
Citic Pacific |
7.500 |
Fri |
1.21 |
7.110 |
5.49 |
7.490 |
-0.380 |
-5.07 |
|
-10.13 |
| | |
|
|
|
L |
|
BYD Company |
212.800 |
Fri |
4.42 |
200.800 |
5.98 |
206.800 |
-6.000 |
-2.90 |
|
-10.86 |
| | |
|
|
|
|
|
Hengan |
26.200 |
Fri |
2.34 |
24.950 |
5.01 |
28.450 |
-3.500 |
-12.30 |
|
-11.38 |
| | |
|
|
|
|
|
Chow Tai Fook Jwl |
10.920 |
Fri |
1.68 |
10.720 |
1.87 |
11.280 |
-0.560 |
-4.96 |
|
-11.53 |
| | |
|
|
|
L |
|
JD.com |
117.700 |
Fri |
5.75 |
100.500 |
17.11 |
96.650 |
3.850 |
3.98 |
|
-11.54 |
| | |
|
|
|
|
|
Alibaba |
75.300 |
Fri |
3.15 |
68.450 |
10.01 |
70.000 |
-1.550 |
-2.21 |
|
-13.20 |
| | |
|
|
|
L |
|
China Res Mixc |
28.200 |
Fri |
3.49 |
25.700 |
9.73 |
24.900 |
0.800 |
3.21 |
|
-14.06 |
| | |
|
|
|
S |
|
CK Hutchison |
38.250 |
Fri |
0.13 |
36.600 |
4.51 |
41.050 |
-4.450 |
-10.84 |
|
-14.21 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
China Life Ins HK |
10.300 |
Fri |
1.78 |
9.380 |
9.81 |
9.090 |
0.290 |
3.19 |
|
-15.43 |
| | |
|
|
|
L |
|
China Res Land |
27.800 |
Fri |
6.72 |
23.900 |
16.32 |
24.900 |
-1.000 |
-4.02 |
|
-16.69 |
| | |
|
|
|
S |
|
Sun Hung Kai |
72.850 |
Fri |
1.18 |
70.550 |
3.26 |
78.450 |
-7.900 |
-10.07 |
|
-16.74 |
| | |
|
|
|
L |
|
China Res Beer |
36.350 |
Fri |
2.68 |
33.450 |
8.67 |
31.350 |
2.100 |
6.70 |
|
-16.82 |
| | |
|
|
|
L |
|
Tingyi |
8.820 |
Fri |
2.08 |
8.400 |
5.00 |
8.460 |
-0.060 |
-0.71 |
|
-16.92 |
| | |
|
|
|
L |
|
Xinyi Glass |
8.400 |
Fri |
2.44 |
7.860 |
6.87 |
7.580 |
0.280 |
3.69 |
|
-18.28 |
| | |
|
|
|
L |
|
China Ov Land & Inv |
13.960 |
Fri |
8.22 |
11.680 |
19.52 |
12.360 |
-0.680 |
-5.50 |
|
-19.07 |
| | |
|
|
|
S |
|
Baidu |
100.900 |
Fri |
3.06 |
93.950 |
7.40 |
100.500 |
-6.550 |
-6.52 |
|
-19.51 |
| | |
|
|
|
|
|
Hang Lung |
8.400 |
Fri |
0.36 |
8.360 |
0.48 |
10.660 |
-2.300 |
-21.58 |
|
-19.83 |
| | |
|
|
|
S |
|
HK Exchgs & Clrg |
250.200 |
Fri |
1.38 |
220.000 |
13.73 |
251.800 |
-31.800 |
-12.63 |
|
-19.86 |
| | |
|
|
|
S |
|
CK Property |
33.400 |
Fri |
1.98 |
31.450 |
6.20 |
37.950 |
-6.500 |
-17.13 |
|
-20.54 |
| | |
|
|
|
S |
|
MTR |
25.150 |
Fri |
0.60 |
24.050 |
4.57 |
27.650 |
-3.600 |
-13.02 |
|
-21.12 |
| | |
|
|
|
S |
|
Link REIT |
33.900 |
Fri |
|
31.650 |
7.11 |
42.600 |
-10.950 |
-25.70 |
|
-21.25 |
| | |
|
|
|
L |
|
Ping An |
35.800 |
Fri |
1.56 |
32.050 |
11.70 |
32.700 |
-0.650 |
-1.99 |
|
-21.70 |
| | |
|
|
|
S |
|
Sino Biopharm |
2.770 |
Fri |
1.09 |
2.540 |
9.06 |
3.120 |
-0.580 |
-18.59 |
|
-22.02 |
| | |
|
|
|
S |
|
Sands China |
18.720 |
Fri |
2.86 |
18.120 |
3.31 |
21.900 |
-3.780 |
-17.26 |
|
-24.00 |
| | |
|
|
|
S |
|
SMIC |
15.540 |
Fri |
2.91 |
14.240 |
9.13 |
17.060 |
-2.820 |
-16.53 |
|
-24.00 |
| | |
|
|
|
|
|
Wharf REIC |
23.850 |
Fri |
3.47 |
22.750 |
4.84 |
24.300 |
-1.550 |
-6.38 |
|
-24.04 |
| | |
|
|
|
S |
|
Galaxy Entertainment |
35.600 |
Fri |
1.57 |
34.550 |
3.04 |
40.000 |
-5.450 |
-13.63 |
|
-24.75 |
| | |
|
|
|
S |
|
Li Auto |
98.900 |
Fri |
5.78 |
97.450 |
1.49 |
125.900 |
-28.450 |
-22.60 |
|
-25.96 |
| | |
|
|
|
S |
|
AIA |
54.000 |
Fri |
4.75 |
48.150 |
12.15 |
64.800 |
-16.650 |
-25.69 |
|
-29.18 |
| | |
|
|
|
L |
|
Longfor |
11.000 |
Fri |
12.24 |
9.220 |
19.31 |
10.180 |
-0.960 |
-9.43 |
|
-29.70 |
| | |
|
|
|
L |
|
Zhongsheng |
14.500 |
Fri |
6.46 |
13.400 |
8.21 |
16.080 |
-2.680 |
-16.67 |
|
-31.20 |
| | |
|
|
|
S |
|
Budweiser Brewing |
10.940 |
Fri |
2.05 |
10.380 |
5.39 |
12.980 |
-2.600 |
-20.03 |
|
-32.37 |
| | |
|
|
|
S |
|
China Mengniu Dairy |
16.120 |
Fri |
2.03 |
15.540 |
3.73 |
18.880 |
-3.340 |
-17.69 |
|
-33.81 |
| |
|
⇓instrument |
freshest |
⇓ Δday |
4/22/24 |
⇓ Δwk |
1/15/24 |
prc diff |
⇓ Δ14 |
|
∅-RS |
| | |
|
|
|
L |
|
Li Ning |
21.100 |
Fri |
6.03 |
17.500 |
20.57 |
17.840 |
-0.340 |
-1.91 |
|
-35.59 |
| | |
|
|
|
S |
|
Alibaba Health |
2.950 |
Fri |
7.27 |
2.660 |
10.90 |
3.670 |
-1.010 |
-27.52 |
|
-36.56 |
| | |
|
|
|
S |
|
Country Garden Svcs |
4.910 |
Fri |
4.69 |
4.460 |
10.09 |
5.820 |
-1.360 |
-23.37 |
|
-37.88 |
| | |
|
|
|
S |
|
JD Health |
26.600 |
Fri |
7.26 |
23.500 |
13.19 |
32.200 |
-8.700 |
-27.02 |
|
-38.20 |
| | |
|
|
|
S |
|
Sunny Optical |
38.150 |
Fri |
7.46 |
36.650 |
4.09 |
59.400 |
-22.750 |
-38.30 |
|
-40.86 |
| | |
|
|
|
S |
|
New World Dev |
8.140 |
Fri |
2.91 |
7.550 |
7.81 |
10.940 |
-3.390 |
-30.99 |
|
-43.07 |
| | |
|
|
|
S |
|
WuXi AppTec HK |
35.200 |
Fri |
4.30 |
33.350 |
5.55 |
78.200 |
-44.850 |
-57.35 |
|
-49.29 |
| | |
|
|
|
S |
|
WuXi Biologics |
13.480 |
Fri |
5.81 |
12.800 |
5.31 |
30.500 |
-17.700 |
-58.03 |
|
-57.40 |
HSI - 82 out of 82 instruments rated - 4/22/24 / 1/15/24 - 38 did rise, Market-Ratio(14) = 46.34 % |
Stock Exchange Currency: HKD $ Hong Kong dollar |
Technical Chart
Transactions Hang Seng Index * A14 - 68/33 (1)
|
⇐ |
| |
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | |
1/02/06 |
1/09/06 |
7 |
|
- cash - |
long |
1/09/06 |
1/21/08 |
742 |
|
|
|
China Ov Land & Inv |
100 |
2,717 |
|
3.680 |
14.160 |
|
10.480 |
285 |
38,474 |
94 |
|
short |
1/21/08 |
1/26/09 |
371 |
|
|
|
Galaxy Entertainment |
100 |
6,296 |
|
6.110 |
1.250 |
29.866 |
23.756 |
389 |
188,040 |
376 |
|
long |
1/26/09 |
1/25/10 |
364 |
|
|
|
Hengan |
100 |
7,232 |
|
26.000 |
52.000 |
|
26.000 |
100 |
376,072 |
100 |
|
short |
1/25/10 |
8/09/10 |
196 |
|
|
|
China Unicom |
100 |
43,526 |
|
8.640 |
10.400 |
6.880 |
-1.760 |
-20 |
299,466 |
-35 |
|
long |
8/09/10 |
2/07/11 |
182 |
|
|
|
Galaxy Entertainment |
100 |
54,747 |
|
5.470 |
12.480 |
|
7.010 |
128 |
683,243 |
423 |
|
short |
2/07/11 |
4/04/11 |
56 |
|
|
|
China Res Land |
100 |
53,714 |
|
12.720 |
15.640 |
9.800 |
-2.920 |
-23 |
526,398 |
-82 |
|
long |
4/04/11 |
8/01/11 |
119 |
|
|
|
Galaxy Entertainment |
100 |
44,160 |
|
11.920 |
21.850 |
|
9.930 |
83 |
964,907 |
542 |
|
short |
8/01/11 |
12/26/11 |
147 |
|
|
|
New World Dev |
100 |
22,886 |
|
42.160 |
25.040 |
70.985 |
28.825 |
68 |
1,624,596 |
265 |
|
long |
12/26/11 |
5/21/12 |
147 |
|
|
|
Lenovo |
100 |
297,001 |
|
5.470 |
6.510 |
|
1.040 |
19 |
1,933,477 |
54 |
|
short |
5/21/12 |
8/20/12 |
91 |
|
|
|
China Unicom |
100 |
163,853 |
|
11.800 |
13.100 |
10.500 |
-1.300 |
-11 |
1,720,468 |
-37 |
|
long |
8/20/12 |
4/22/13 |
245 |
|
|
|
Galaxy Entertainment |
100 |
76,465 |
|
22.500 |
31.850 |
|
9.350 |
42 |
2,435,416 |
68 |
|
short |
4/22/13 |
9/16/13 |
147 |
|
|
|
China Shenhua HK |
100 |
94,213 |
|
25.850 |
25.600 |
26.102 |
0.252 |
1 |
2,459,195 |
2 |
|
long |
9/16/13 |
12/23/13 |
98 |
|
|
|
Galaxy Entertainment |
100 |
44,429 |
|
55.350 |
67.650 |
|
12.300 |
22 |
3,005,672 |
111 |
|
short |
12/23/13 |
5/19/14 |
147 |
|
|
|
Belle International |
100 |
339,240 |
|
8.860 |
8.270 |
9.492 |
0.632 |
7 |
3,220,105 |
19 |
|
long |
5/19/14 |
11/10/14 |
175 |
|
|
|
Citic Pacific |
100 |
235,387 |
|
13.680 |
13.420 |
|
-0.260 |
-2 |
3,158,905 |
-4 |
|
short |
11/10/14 |
1/12/15 |
63 |
|
|
|
Kunlun Energy |
100 |
316,523 |
|
9.980 |
7.570 |
13.157 |
3.177 |
32 |
4,164,593 |
396 |
|
long |
1/12/15 |
7/13/15 |
182 |
|
|
|
China Life Ins HK |
100 |
136,993 |
|
30.400 |
31.800 |
|
1.400 |
5 |
4,356,383 |
9 |
|
short |
7/13/15 |
4/18/16 |
280 |
|
|
|
China Shenhua HK |
100 |
275,024 |
|
15.840 |
13.340 |
18.809 |
2.969 |
19 |
5,172,792 |
25 |
|
long |
4/18/16 |
11/21/16 |
217 |
|
|
|
AAC Technologies |
100 |
89,417 |
|
57.850 |
72.400 |
|
14.550 |
25 |
6,473,809 |
46 |
|
short |
11/21/16 |
2/27/17 |
98 |
|
|
|
Lenovo |
100 |
1,360,043 |
|
4.760 |
4.700 |
4.821 |
0.061 |
1 |
6,556,500 |
5 |
|
long |
2/27/17 |
4/23/18 |
420 |
|
|
|
Geely Auto |
100 |
619,706 |
|
10.580 |
21.300 |
|
10.720 |
101 |
13,199,748 |
84 |
|
short |
4/23/18 |
5/21/18 |
28 |
|
|
|
China Merchants |
100 |
771,013 |
|
17.120 |
18.900 |
15.340 |
-1.780 |
-10 |
11,827,345 |
-76 |
|
long |
5/21/18 |
6/25/18 |
35 |
|
|
|
CNOOC |
100 |
814,555 |
|
14.520 |
12.640 |
|
-1.880 |
-13 |
10,295,982 |
-76 |
|
short |
6/25/18 |
1/21/19 |
210 |
|
|
|
WH Group |
100 |
1,663,325 |
|
6.190 |
6.860 |
5.520 |
-0.670 |
-11 |
9,181,554 |
-18 |
|
long |
1/21/19 |
5/27/19 |
126 |
|
|
|
Lenovo |
100 |
1,594,019 |
|
5.760 |
5.700 |
|
-0.060 |
-1 |
9,085,913 |
-3 |
|
L/S | date buy | date sell | days | | instrument | spl | pieces | | prc buy | prc sell | ps short | prc diff | d % | asset | yield | | short |
5/27/19 |
12/30/19 |
217 |
|
|
|
AAC Technologies |
100 |
214,796 |
|
42.300 |
66.800 |
17.800 |
-24.500 |
-58 |
3,823,411 |
-77 |
|
long |
12/30/19 |
2/03/20 |
35 |
|
|
|
Sunny Optical |
100 |
28,175 |
|
135.700 |
128.400 |
|
-7.300 |
-5 |
3,617,733 |
-44 |
|
short |
2/03/20 |
6/29/20 |
147 |
|
|
|
Bank of East Asia |
100 |
216,113 |
|
16.740 |
17.480 |
16.000 |
-0.740 |
-4 |
3,457,810 |
-11 |
|
long |
6/29/20 |
8/03/20 |
35 |
|
|
|
Tencent |
100 |
7,114 |
|
486.000 |
539.000 |
|
53.000 |
11 |
3,834,852 |
194 |
|
short |
8/03/20 |
8/31/20 |
28 |
|
|
|
Swire Pacific |
100 |
101,720 |
|
37.700 |
42.200 |
33.200 |
-4.500 |
-12 |
3,377,112 |
-81 |
|
long |
8/31/20 |
9/14/20 |
14 |
|
|
|
HK Exchgs & Clrg |
100 |
8,632 |
|
391.200 |
371.800 |
|
-19.400 |
-5 |
3,209,651 |
-73 |
|
short |
9/14/20 |
1/04/21 |
112 |
|
|
|
HSBC |
100 |
99,678 |
|
32.200 |
40.450 |
23.950 |
-8.250 |
-26 |
2,387,307 |
-62 |
|
long |
1/04/21 |
7/19/21 |
196 |
|
|
|
Geely Auto |
100 |
88,747 |
|
26.900 |
23.700 |
|
-3.200 |
-12 |
2,103,317 |
-21 |
|
short |
7/19/21 |
1/24/22 |
189 |
|
|
|
China Life Ins HK |
100 |
153,079 |
|
13.740 |
14.040 |
13.440 |
-0.300 |
-2 |
2,057,393 |
-4 |
|
long |
1/24/22 |
4/25/22 |
91 |
|
|
|
China Res Power |
100 |
99,631 |
|
20.650 |
14.000 |
|
-6.650 |
-32 |
1,394,847 |
-79 |
|
short |
4/25/22 |
1/02/23 |
252 |
|
|
|
AAC Technologies |
100 |
88,730 |
|
15.720 |
17.840 |
13.600 |
-2.120 |
-13 |
1,206,740 |
-19 |
|
long |
1/02/23 |
4/24/23 |
112 |
|
|
|
Sands China |
100 |
46,592 |
|
25.900 |
29.100 |
|
3.200 |
12 |
1,355,834 |
46 |
|
short |
4/24/23 |
4/26/24 |
368 |
|
|
|
JD.com |
100 |
9,796 |
|
138.400 |
117.700 |
162.741 |
24.341 |
18 |
1,594,274 |
17 |
|
accum | 1/09/06 |
4/26/24 | 6684 |
days out of 6691 invested (100%) |
15,843 |
1,594,274 |
32 |
|
Instrument Related Contribution
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Galaxy Entertainment | short | 1/21/08 | 1/26/09 | 371 | 6.11 | 1.25 | 29.87 | 23.76 | 388.80 | | | |
| long | 8/09/10 | 2/07/11 | 182 | 5.47 | 12.48 | | 7.01 | 128.15 | | | |
| long | 4/04/11 | 8/01/11 | 119 | 11.92 | 21.85 | | 9.93 | 83.31 | | | |
| long | 8/20/12 | 4/22/13 | 245 | 22.50 | 31.85 | | 9.35 | 41.56 | | | |
| long | 9/16/13 | 12/23/13 | 98 | 55.35 | 67.65 | | 12.30 | 22.22 | | | 3,436.80 |
China Ov Land & Inv | long | 1/09/06 | 1/21/08 | 742 | 3.68 | 14.16 | | 10.48 | 284.78 | | | 284.78 |
Hengan | long | 1/26/09 | 1/25/10 | 364 | 26.00 | 52.00 | | 26.00 | 100.00 | | | 100.00 |
Geely Auto | long | 2/27/17 | 4/23/18 | 420 | 10.58 | 21.30 | | 10.72 | 101.32 | | | |
| long | 1/04/21 | 7/19/21 | 196 | 26.90 | 23.70 | | -3.20 | -11.90 | | | 77.37 |
New World Dev | short | 8/01/11 | 12/26/11 | 147 | 42.16 | 25.04 | 70.99 | 28.83 | 68.37 | | | 68.37 |
Kunlun Energy | short | 11/10/14 | 1/12/15 | 63 | 9.98 | 7.57 | 13.16 | 3.18 | 31.84 | | | 31.84 |
China Shenhua HK | short | 4/22/13 | 9/16/13 | 147 | 25.85 | 25.60 | 26.10 | 0.25 | 0.98 | | | |
| short | 7/13/15 | 4/18/16 | 280 | 15.84 | 13.34 | 18.81 | 2.97 | 18.74 | | | 19.90 |
Lenovo | long | 12/26/11 | 5/21/12 | 147 | 5.47 | 6.51 | | 1.04 | 19.01 | | | |
| short | 11/21/16 | 2/27/17 | 98 | 4.76 | 4.70 | 4.82 | 0.06 | 1.28 | | | |
| long | 1/21/19 | 5/27/19 | 126 | 5.76 | 5.70 | | -0.06 | -1.04 | | | 19.28 |
JD.com | short | 4/24/23 | 4/26/24 | 368 | 138.40 | 117.70 | 162.74 | 24.34 | 17.59 | | | 17.59 |
Sands China | long | 1/02/23 | 4/24/23 | 112 | 25.90 | 29.10 | | 3.20 | 12.36 | | | 12.36 |
Tencent | long | 6/29/20 | 8/03/20 | 35 | 486.00 | 539.00 | | 53.00 | 10.91 | | | 10.91 |
Belle International | short | 12/23/13 | 5/19/14 | 147 | 8.86 | 8.27 | 9.49 | 0.63 | 7.13 | | | 7.13 |
China Life Ins HK | long | 1/12/15 | 7/13/15 | 182 | 30.40 | 31.80 | | 1.40 | 4.61 | | | |
| short | 7/19/21 | 1/24/22 | 189 | 13.74 | 14.04 | 13.44 | -0.30 | -2.18 | | | 2.32 |
Citic Pacific | long | 5/19/14 | 11/10/14 | 175 | 13.68 | 13.42 | | -0.26 | -1.90 | | | -1.90 |
Bank of East Asia | short | 2/03/20 | 6/29/20 | 147 | 16.74 | 17.48 | 16.00 | -0.74 | -4.42 | | | -4.42 |
HK Exchgs & Clrg | long | 8/31/20 | 9/14/20 | 14 | 391.20 | 371.80 | | -19.40 | -4.96 | | | -4.96 |
instrument | L/S | date buy | date sell | days | prc buy | prc sell | ps short | prc diff | d % | | | total |
Sunny Optical | long | 12/30/19 | 2/03/20 | 35 | 135.70 | 128.40 | | -7.30 | -5.38 | | | -5.38 |
China Merchants | short | 4/23/18 | 5/21/18 | 28 | 17.12 | 18.90 | 15.34 | -1.78 | -10.40 | | | -10.40 |
WH Group | short | 6/25/18 | 1/21/19 | 210 | 6.19 | 6.86 | 5.52 | -0.67 | -10.82 | | | -10.82 |
Swire Pacific | short | 8/03/20 | 8/31/20 | 28 | 37.70 | 42.20 | 33.20 | -4.50 | -11.94 | | | -11.94 |
CNOOC | long | 5/21/18 | 6/25/18 | 35 | 14.52 | 12.64 | | -1.88 | -12.95 | | | -12.95 |
China Res Land | short | 2/07/11 | 4/04/11 | 56 | 12.72 | 15.64 | 9.80 | -2.92 | -22.96 | | | -22.96 |
HSBC | short | 9/14/20 | 1/04/21 | 112 | 32.20 | 40.45 | 23.95 | -8.25 | -25.62 | | | -25.62 |
China Unicom | short | 1/25/10 | 8/09/10 | 196 | 8.64 | 10.40 | 6.88 | -1.76 | -20.37 | | | |
| short | 5/21/12 | 8/20/12 | 91 | 11.80 | 13.10 | 10.50 | -1.30 | -11.02 | | | -29.14 |
China Res Power | long | 1/24/22 | 4/25/22 | 91 | 20.65 | 14.00 | | -6.65 | -32.20 | | | -32.20 |
AAC Technologies | long | 4/18/16 | 11/21/16 | 217 | 57.85 | 72.40 | | 14.55 | 25.15 | | | |
| short | 5/27/19 | 12/30/19 | 217 | 42.30 | 66.80 | 17.80 | -24.50 | -57.92 | | | |
| short | 4/25/22 | 1/02/23 | 252 | 15.72 | 17.84 | 13.60 | -2.12 | -13.49 | | | -54.44 |
Annotations
5/23/18 | HSI | | | index adaption
removed: Cathay Pacific Airways, Kunlun Energy, The Wharf
added: Country Garden, Sunny Optical Technology, WH Group, Wharf REIC |
7/19/17 | HSI | | | Belle drops out due to acquisition by Hillhouse Capital and CDH Investments |
4/01/17 | HSI | | | machine learning processed for all techniques |
3/06/17 | HSI | | | Geely Auto replaces Li & Fung |
12/28/16 | HSI | | | AAC Technologies and CKI replacen China Res Enterprises and Tingyi |
10/13/15 | China Mengniu Dairy | | | forward stock split 1:2 (two for one) |
9/18/15 | China Res Enterprise | | | ex special dividend HKD 12.30 |
7/27/15 | Ping An HK | | | forward stock split 10:20 (twenty for ten) |
6/08/15 | HSI | | | CK Property and The Link REIT replace Costco and Hutchison Whampoa. |
6/01/15 | CK Hutchison | | | name change (before Cheung Kong Holdings Ltd) after Merger with Hutchison Whampoa |
5/27/15 | CK Hutchison | | | spin-off CK Property |
|
|